Rooting plugs are similar to Rockwool, but instead of being made of superheated stone, they are made of organic material and will come pre-soaked. They are a far more natural material and will hold plenty of water whilst providing enough aeration to promote healthy root growth in your cuttings.
Root plugs are easier to manage than Rockwool as they are designed for the job, where as Rockwool has been adapted from the construction industry. However, rooting plugs can be more prone to disease and because they are designed to retain nutrients, over feeding will have devastating effects.
Also, starting your cuttings in starter plugs will get you plants used to an organic base, so you might want to think about planting out in a soil based medium.
Alternatively, cuttings rooted in Rockwool will be more used to a mineral environment so planting out into clay or pebbles makes the most sense.